Bond Markets, Analysis, and Strategies

by Fabozzi, Frank J.

• ISBN13: 9780136078975
• ISBN10: 0136078974
• Edition: 7th
• Format: Paperback
• Copyright: 2009-01-28
• Publisher: Prentice Hall

Summary

Learn how to assess and invest in bonds with this best-selling text. Fabozzi'sBond Marketsis the most applied book on the market. It prepares students to analyze the bond market and manage bond portfolios without getting bogged down in the theory. The author's extensive experience in the field is reflected in this uniquely applied approach. This seventh edition has been painstakingly updated. The author conducted numerous conversations and discussions with analysts and portfolio managers to make sure that this text reflects the field today. Pricing of Bonds; Measuring Yield; Bond Price Volatility; Factors Affecting Bond Yields and the Term Structure of Interest Rates; Treasury and Agency Securities; Corporate Debt Instruments; Municipal Securities; Non-U.S. Bonds; Residential Mortgage Loans; Agency Mortgage Pass-through Securities; Agency Collateralized Mortgage Obligations and Stripped Mortgage-Backed Securities; Prime and Subprime Mortgage-Backed Securities; Commercial Loans and Commercial Mortgage-Backed Securities; Asset-Backed Securities; Cash Collateralized Debt Obligations; Interest Rate Models; Analysis of Bonds with Embedded Options; Analysis of Mortgage-Backed Securities; Analysis of Convertible Bonds; Corporate Bond Credit Analysis; Credit Risk Modeling; Active Bond Portfolio Management Strategies; Indexing; Liability Driven Strategies; Bond Performance Measurement and Evaluation; Interest Rate Futures; Interest Rate Options; Interest-Rate Swaps, Caps, and Floors; Credit Derivatives and Synthetic CDOs The latest edition of Fabozzirs"sBond Marketshelps make sense of bond markets and mortgage financing. The 2008 financial crisis is explained as part of the newly added chapter on prime and subprime loans.

Table of Contents

Introduction

Pricing of Bonds

Measuring Yield

Bond Price Volatility

Factors Affecting Bond Yields and the Term Structure of Interest Rates

Treasury and Agency Securities

Corporate Debt Instruments

Municipal Securities

Non-U.S. Bonds

Residential Mortgage Loans

Agency Mortgage Pass-through Securities

Agency Collateralized Mortgage Obligations and Stripped Mortgage-Backed Securities

Prime and Subprime Mortgage-Backed Securities

Commercial Loans and Commercial Mortgage-Backed Securities

Asset-Backed Securities 16 Cash Collateralized Debt Obligations

Interest Rate Models

Analysis of Bonds with Embedded Options

Analysis of Mortgage-Backed Securities

Analysis of Convertible Bonds

Corporate Bond Credit Analysis

Credit Risk Modeling

Active Bond Portfolio Management Strategies

Indexing

Liability Driven Strategies

Bond Performance Measurement and Evaluation

Interest Rate Futures

Interest Rate Options

Interest-Rate Swaps, Caps, and Floors

Credit Derivatives and Synthetic CDOs

Index

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